0.05Open0.15Pre Close12 Volume357 Open Interest105.00Strike Price57.00Turnover195.76%IV62.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0117Delta0.0023Gamma1296.60Leverage Ratio-0.0367Theta0.0001Rho15.18Eff Leverage0.0021Vega